Gazprom PAO GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 5th, 2025
1 Day
0.00%
unchanged at 0.00%
1 Week
0.00%
unchanged at 0.00%
1 Month
0.00%
unchanged at 0.00%
Analysis last updated: Thursday, March 26, 2026 at 03:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1884 | 408.69 | |
| 0.9990 | 2,042.94 | |
| 3.1158 | 186.07 |
Estimation Period:
Jan 24, 2006 to May 30, 2025
Jan 24, 2006 to May 30, 2025
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